In mathematics, the Christoffel–Darboux formula or Christoffel–Darboux theorem is an identity for a sequence of orthogonal polynomials, introduced by Elwin Bruno Christoffel (1858) and Jean Gaston Darboux (1878).
Christoffel–Darboux formula—if a sequence of polynomials
are of degrees
, and orthogonal with respect to a probability measure
, then

where
are the squared norms, and
are the leading coefficients.
There is also a "confluent form" of this identity by taking
limit:
Christoffel–Darboux formula, confluent form—